Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50788.27 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43407.8 Kr¶

PnL: ---------------------------------------> -294.79 Kr¶

DD now: ---------------------------------> -4.39 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 14:42:03.024251'

Anic Portfolio¶

Today¶

Return: 0.073 %¶

This Week¶

Return: 0.073 %¶

Total portfolio value¶

Return including deposits: 66.268 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
Hexatronic Group 15 3.830000 1091.100000 23.400000 2.190000 1067.700000
Orrön Energy 170 -2.060000 2063.800000 22.950000 1.120000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.890000 894.400000 11.200000 1.270000 883.200000
Platzer Fastigheter Holding B 12 -0.250000 960.000000 10.800000 1.140000 949.200000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
BHG Group 109 -4.870000 1426.810000 7.630000 0.540000 1419.180000
Hennes & Mauritz B 6 -0.310000 917.400000 7.440000 0.820000 909.960000
Addnode Group B 7 -1.810000 909.300000 6.300000 0.700000 903.000000
SKF B 5 -0.860000 983.000000 5.000000 0.510000 978.000000
ASSA ABLOY B 4 -1.070000 994.800000 4.000000 0.400000 990.800000
Atrium Ljungberg B 5 -0.390000 905.000000 3.500000 0.390000 901.500000
Latour B 4 -2.770000 856.400000 2.400000 0.280000 854.000000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
Alimak Group 12 0.000000 1005.600000 1.200000 0.120000 1004.400000
AcadeMedia 20 -1.060000 974.000000 -1.600000 -0.160000 975.600000
Biotage 1 -7.980000 145.200000 -2.300000 -1.560000 147.500000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
BioGaia B 8 -2.270000 896.800000 -5.600000 -0.620000 902.400000
Gränges 10 3.420000 1029.000000 -7.000000 -0.680000 1036.000000
Vitrolife 3 -2.110000 668.400000 -8.600000 -1.270000 677.000001
Catena 2 -0.900000 794.800000 -8.800000 -1.100000 803.600000
Byggmax Group 33 -2.490000 955.680000 -9.240000 -0.960000 964.920000
OX2 12 -4.170000 896.400000 -10.200000 -1.130000 906.600000
JM 7 -2.550000 937.300000 -10.500000 -1.110000 947.800000
EQT 4 -2.940000 859.600000 -11.200000 -1.290000 870.800000
Investor B 3 -1.600000 644.250000 -13.750000 -2.090000 657.999999
Hoist Finance 36 -1.620000 982.800000 -25.200000 -2.500000 1008.000000
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -1.860000 2652.360000 -331.220000 -11.100000 2983.577733
TOTAL 43407.800000 -294.790000 -4.39018% 43702.591732

Updated:¶

'2023-06-19 14:42:19.876463'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶